Market efficiency of cryptocurrency: evidence from the Bitcoin market
Abstract This study examines whether the Bitcoin market satisfies the (weak-form) efficient market hypothesis using a quantum harmonic oscillator, which provides the state-specific probability density functions that capture the superimposed Gaussian and non-Gaussian states of the log return distribu...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nature Portfolio
2023-03-01
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| Series: | Scientific Reports |
| Online Access: | https://doi.org/10.1038/s41598-023-31618-4 |